Rolling projection DOE

Find the projection setup whose median is closest to actual outcomes.

Replay completed anchors and rank horizon × sample-size settings by projection error.

Snapshot 2026-04-01

DOE calibrated as-of 2026-04-01

Window 2026-02-13 → 2026-03-27

Anchors 120

Lookback 730D

Confidence low

Computed at 2026年6月25日上午6:17 HKT

Point-in-time Point-in-time safe

Best rolling setting

3D · n=40

DOE results snapshot · Window: 2026-02-13 → 2026-03-27 · anchors: 120 · latest snapshot: 2026-04-01 · computed at: 2026年6月25日上午6:17 HKT

Median abs error2.32%

Mean abs error3.92%

Bias-1.02%

Inside P25/P7544.2%

DOE setting comparison

Same idea as score-vs-outcome analysis: compare each parameter setting by observed actual-minus-median error over rolling completed anchors. Lower median abs error and lower bias win.

Setting Median abs Bias P25/P75 hit n Read

Setting 3D · n=40

Median abs 2.32%

Bias -1.02%

P25/P75 hit 44.2%

n 120

Rank Best setting

Setting 3D · n=120

Median abs 2.46%

Bias -0.95%

P25/P75 hit 47.5%

n 120

Rank #2 Candidate

Setting 3D · n=80

Median abs 2.5%

Bias -0.98%

P25/P75 hit 45.8%

n 120

Rank #3 Candidate

Setting 3D · n=160

Median abs 2.57%

Bias -0.94%

P25/P75 hit 45.8%

n 120

Rank #4 Candidate

Setting 3D · n=500

Median abs 2.59%

Bias -0.92%

P25/P75 hit 46.7%

n 120

Rank #5 Candidate

Setting 3D · n=240

Median abs 2.62%

Bias -0.95%

P25/P75 hit 45%

n 120

Rank #6 Candidate

Setting 3D · n=320

Median abs 2.69%

Bias -0.95%

P25/P75 hit 46.7%

n 120

Rank #7 Candidate

Setting 5D · n=80

Median abs 3.7%

Bias -1.59%

P25/P75 hit 44.6%

n 112

Rank #8 Candidate

Setting 5D · n=320

Median abs 3.79%

Bias -1.74%

P25/P75 hit 43.8%

n 112

Rank #9 Candidate

Setting 5D · n=120

Median abs 3.89%

Bias -1.55%

P25/P75 hit 42.9%

n 112

Rank #10 Candidate

Setting 5D · n=240

Median abs 3.85%

Bias -1.68%

P25/P75 hit 42%

n 112

Rank #11 Candidate

Setting 5D · n=160

Median abs 3.94%

Bias -1.59%

P25/P75 hit 42%

n 112

Rank #12 Candidate

Best setting 3D · n=40: median projection vs actual return

X = Median projection return. Y = actual return. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: -0.60%

Best setting 3D · n=40: median projection vs forecast error

X = Median projection return. Y = actual - median. Solid line = linear trend. Orange line = bucket average. Checked: 120 · Pending: 0 · Avg: -1.02%

DOE ranking

Ranked by a composite DOE score: lower median/mean absolute error, lower bias, enough anchors, and better IQR coverage.

Rank	Horizon	n	Median abs	Mean abs	Bias	Inside P25/P75	Anchors	DOE score
#1	3D	40	2.32%	3.92%	-1.02%	44.2%	120	2.575
#2	3D	120	2.46%	3.89%	-0.95%	47.5%	120	2.615
#3	3D	80	2.5%	3.92%	-0.98%	45.8%	120	2.654
#4	3D	160	2.57%	3.88%	-0.94%	45.8%	120	2.669
#5	3D	500	2.59%	3.87%	-0.92%	46.7%	120	2.671
#6	3D	240	2.62%	3.89%	-0.95%	45%	120	2.702
#7	3D	320	2.69%	3.87%	-0.95%	46.7%	120	2.725
#8	5D	80	3.7%	5.33%	-1.59%	44.6%	112	3.843
#9	5D	320	3.79%	5.37%	-1.74%	43.8%	112	3.926
#10	5D	120	3.89%	5.31%	-1.55%	42.9%	112	3.929
#11	5D	240	3.85%	5.34%	-1.68%	42%	112	3.941
#12	5D	160	3.94%	5.32%	-1.59%	42%	112	3.966
#13	5D	40	3.73%	5.53%	-1.89%	42%	112	3.979
#14	5D	500	3.94%	5.42%	-1.75%	41.1%	112	4.027
#15	10D	500	5.82%	7.86%	-2.42%	33.7%	92	5.94
#16	10D	320	5.91%	7.83%	-2.43%	34.8%	92	5.973
#17	10D	80	6.07%	7.73%	-2.58%	40.2%	92	6.027
#18	10D	120	6.08%	7.8%	-2.66%	41.3%	92	6.066
#19	10D	240	6.11%	7.81%	-2.45%	35.9%	92	6.066
#20	10D	160	6.17%	7.89%	-2.64%	39.1%	92	6.145
#21	10D	40	6.65%	7.96%	-2.59%	39.1%	92	6.402
#22	15D	500	9.58%	11.09%	-1.76%	22.2%	72	8.88
#23	15D	320	9.85%	11.09%	-1.86%	23.6%	72	9.027
#24	15D	240	9.79%	11.13%	-2.03%	25%	72	9.032
#25	15D	160	9.87%	11.2%	-2.29%	27.8%	72	9.129
#26	15D	120	9.93%	11.37%	-2.60%	26.4%	72	9.269
#27	15D	80	10.33%	11.48%	-2.93%	26.4%	72	9.557
#28	15D	40	10.83%	11.72%	-3.33%	29.2%	72	9.943
#29	20D	500	11.54%	12.66%	-4.80%	28.8%	52	10.849
#30	20D	320	11.66%	12.62%	-4.94%	28.8%	52	10.916